CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1801 |
1.1751 |
-0.0051 |
-0.4% |
1.1648 |
| High |
1.1825 |
1.1799 |
-0.0026 |
-0.2% |
1.1788 |
| Low |
1.1748 |
1.1742 |
-0.0007 |
-0.1% |
1.1635 |
| Close |
1.1770 |
1.1784 |
0.0014 |
0.1% |
1.1730 |
| Range |
0.0077 |
0.0058 |
-0.0020 |
-25.3% |
0.0153 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
169,097 |
133,058 |
-36,039 |
-21.3% |
916,526 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1923 |
1.1815 |
|
| R3 |
1.1890 |
1.1865 |
1.1799 |
|
| R2 |
1.1832 |
1.1832 |
1.1794 |
|
| R1 |
1.1808 |
1.1808 |
1.1789 |
1.1820 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1781 |
| S1 |
1.1750 |
1.1750 |
1.1778 |
1.1763 |
| S2 |
1.1717 |
1.1717 |
1.1773 |
|
| S3 |
1.1660 |
1.1693 |
1.1768 |
|
| S4 |
1.1602 |
1.1635 |
1.1752 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2106 |
1.1814 |
|
| R3 |
1.2023 |
1.1953 |
1.1772 |
|
| R2 |
1.1870 |
1.1870 |
1.1758 |
|
| R1 |
1.1800 |
1.1800 |
1.1744 |
1.1835 |
| PP |
1.1717 |
1.1717 |
1.1717 |
1.1735 |
| S1 |
1.1647 |
1.1647 |
1.1716 |
1.1682 |
| S2 |
1.1564 |
1.1564 |
1.1702 |
|
| S3 |
1.1411 |
1.1494 |
1.1688 |
|
| S4 |
1.1258 |
1.1341 |
1.1646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1825 |
1.1713 |
0.0113 |
1.0% |
0.0066 |
0.6% |
63% |
False |
False |
165,090 |
| 10 |
1.1825 |
1.1631 |
0.0195 |
1.7% |
0.0069 |
0.6% |
79% |
False |
False |
173,643 |
| 20 |
1.1942 |
1.1631 |
0.0311 |
2.6% |
0.0076 |
0.6% |
49% |
False |
False |
189,155 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0083 |
0.7% |
38% |
False |
False |
108,723 |
| 60 |
1.2038 |
1.1408 |
0.0630 |
5.3% |
0.0086 |
0.7% |
60% |
False |
False |
72,850 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0086 |
0.7% |
69% |
False |
False |
54,767 |
| 100 |
1.2038 |
1.0850 |
0.1188 |
10.1% |
0.0087 |
0.7% |
79% |
False |
False |
43,855 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
80% |
False |
False |
36,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1950 |
|
1.618 |
1.1892 |
|
1.000 |
1.1857 |
|
0.618 |
1.1835 |
|
HIGH |
1.1799 |
|
0.618 |
1.1777 |
|
0.500 |
1.1770 |
|
0.382 |
1.1763 |
|
LOW |
1.1742 |
|
0.618 |
1.1706 |
|
1.000 |
1.1684 |
|
1.618 |
1.1648 |
|
2.618 |
1.1591 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1779 |
1.1781 |
| PP |
1.1775 |
1.1778 |
| S1 |
1.1770 |
1.1775 |
|